deribit_basis_discount_long_mean_reversion · strategy

107

closed trades

42%

win rate

-333.36

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-160.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:06:45 (26.4d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189875_24298

n: 194 · wr: 50.0% · total_bps: -1703.6 · mean_bps: -8.78 · sharpe: -0.06 · max_dd_bps: -5067.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:53	BTC	Buy	60139→59686	-4.25	timeout
06-28 21:47	BTC	Buy	60225→59445	-6.94	timeout
06-28 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 19:42	BTC	Buy	60141→59399	-6.59	timeout
06-28 18:39	BTC	Buy	60530→59556	-8.48	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 02:51	BTC	Buy	58674.9→60281	+13.24	timeout
06-26 18:12	BTC	Buy	59468→60110	+4.84	timeout
06-26 17:12	BTC	Buy	59308→60183	+6.84	timeout
06-26 15:06	BTC	Buy	59222→59621	+2.87	timeout
06-26 14:29	BTC	Buy	59280→60111	+6.51	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.67	stop_loss
06-25 13:58	BTC	Buy	59646→58176	-12.70	stop_loss
06-25 13:57	BTC	Buy	59791→58300.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60482→58994.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60667→59167.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60963→59459.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61168.1→59664.2	-12.72	stop_loss
06-24 15:37	BTC	Buy	62149.1→60620.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62421.1→60877.5	-12.81	stop_loss
06-24 14:13	BTC	Buy	62608.1→61066.4	-12.76	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-17 22:03	BTC	Buy	65473.3→63845.9	-12.88	stop_loss
06-16 15:33	BTC	Buy	66619.3→65809.7	-6.60	timeout
06-16 14:31	BTC	Buy	66502.3→65455.7	-8.40	timeout
06-16 13:40	BTC	Buy	66516.3→66023.7	-4.24	timeout
06-16 12:35	BTC	Buy	66245.3→66717.7	+3.04	timeout
06-16 11:31	BTC	Buy	66291.3→66426.7	+0.48	timeout
06-15 13:37	BTC	Buy	64279.2→66740.7	+18.71	timeout
06-15 12:55	BTC	Buy	63776.2→66579.7	+21.55	take_profit
06-15 12:33	BTC	Buy	64369.2→66223.7	+13.97	timeout
06-15 11:28	BTC	Buy	64553.2→66216.7	+12.44	timeout
06-15 10:25	BTC	Buy	64610.2→65716.7	+8.12	timeout
06-14 19:39	BTC	Buy	64229.2→63781.8	-3.99	timeout
06-14 13:15	BTC	Buy	64146.2→64332.8	+1.00	timeout
06-14 12:12	BTC	Buy	63927.2→64471.8	+3.82	timeout
06-14 11:08	BTC	Buy	63867.2→64470.8	+4.27	timeout
06-14 10:05	BTC	Buy	63727.2→64532.8	+5.83	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 12:05	BTC	Buy	63654.2→63930.8	+1.64	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:57	BTC	Buy	63784.2→63740.8	-0.87	timeout
06-13 08:55	BTC	Buy	63433.2→63778.8	+2.19	timeout
06-12 18:07	BTC	Buy	63386.2→63705.8	+2.06	timeout
06-12 11:44	BTC	Buy	63117.2→63760.8	+4.57	timeout
06-12 10:32	BTC	Buy	62885.1→63619.8	+5.31	timeout
06-12 09:25	BTC	Buy	62780.1→63631.8	+6.24	timeout
06-12 08:25	BTC	Buy	62872.1→63460.8	+4.14	timeout
06-11 17:10	BTC	Buy	62104.1→62517.9	+2.82	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:35	BTC	Buy	62941.1→61393.2	-12.75	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.76	stop_loss
06-09 14:16	BTC	Buy	63446.2→61885.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63817.2→62246.7	-12.75	stop_loss
06-09 13:19	BTC	Buy	63888.2→62308.7	-12.80	stop_loss
06-09 07:08	BTC	Buy	62864.1→63376.8	+3.57	timeout
06-08 17:36	BTC	Buy	62261.1→63360.8	+8.28	timeout
06-08 16:31	BTC	Buy	62211.1→63801.8	+12.25	timeout
06-08 15:29	BTC	Buy	61925.1→63999.8	+16.25	timeout
06-08 14:27	BTC	Buy	62065.1→63727.8	+12.91	timeout
06-08 06:53	BTC	Buy	62104.1→62944.9	+6.30	timeout
06-07 17:14	BTC	Buy	60699→62255.9	+12.37	timeout
06-07 15:47	BTC	Buy	60824→62007.9	+9.24	timeout
06-07 14:43	BTC	Buy	60912→61954.9	+8.09	timeout
06-07 13:32	BTC	Buy	60688→61828.9	+8.93	timeout
06-07 06:07	BTC	Buy	61034.1→61654.9	+4.68	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61217.1→59711.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62746.1→61186.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 06:16	BTC	Buy	63448.2→61883.9	-12.71	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

42%

win rate

-333.36

total pnl ($)

-62.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	107	42%	-62.0	-333.36

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…